Anic Equity¶

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Total return since start: 0.714 %¶

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Equity now: -----------------------------> 52344.82 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48213.9 Kr¶

PnL: ---------------------------------------> -718.1 Kr¶

DD now: ---------------------------------> -1.46 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 16:46:58.412476'

Anic Portfolio¶

Today¶

Return: 0.518 %¶

This Week¶

Return: 0.055 %¶

Total portfolio value¶

Return including deposits: 71.363 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 6.790000 701.680000 62.680000 9.810000 638.999984
Xvivo Perfusion 3 0.170000 883.500000 38.500000 4.560000 845.000001
Embracer Group B 26 2.600000 692.120000 30.120000 4.550000 661.999988
Biotage 4 1.350000 632.400000 29.400000 4.880000 603.000000
Vitrolife 3 1.730000 704.400000 27.400000 4.050000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Fortnox 10 1.690000 687.800000 19.800000 2.960000 668.000000
Addtech B 3 0.250000 717.000000 17.000000 2.430000 699.999999
Humana 40 3.990000 688.800000 14.800000 2.200000 674.000000
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
Sedana Medical 135 5.030000 4341.600000 10.600000 0.240000 4330.999935
SynAct Pharma 9 -0.820000 652.500000 7.500000 1.160000 645.000003
Addnode Group B 6 -0.240000 758.400000 6.400000 0.850000 751.999998
NCC B 7 -0.050000 656.250000 2.250000 0.340000 653.999997
Latour B 2 -0.800000 448.400000 -0.600000 -0.130000 449.000000
Indutrade 5 -0.830000 1317.500000 -2.500000 -0.190000 1320.000000
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Volati 5 -1.050000 567.000000 -7.000000 -1.220000 574.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Sampo Oyj SDB 1 -1.100000 493.000000 -12.000000 -2.380000 505.000000
Profoto Holding 7 -1.930000 568.400000 -13.600000 -2.340000 581.999999
Sdiptech B 3 -1.970000 808.200000 -13.800000 -1.680000 822.000000
Investor B 3 -0.720000 644.100000 -13.900000 -2.110000 657.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Nolato B 12 -2.500000 631.200000 -16.800000 -2.590000 648.000000
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Creades A 7 -0.700000 544.950000 -66.050000 -10.810000 610.999998
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
Investor A 16 -0.920000 3433.600000 -111.400000 -3.140000 3545.000000
New Wave B 40 0.010000 3760.400000 -155.600000 -3.970000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48135.720000 -796.280000 -1.60684% 48931.999868

Updated:¶

'2023-06-14 16:44:58.503087'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶